+718.9%
AVGO vs UNP
+51.4%
+667.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.1% |
| 7D | -0.3% | -0.7% | +0.4% | -0.1% |
| 30D | -13.8% | -1.1% | -12.7% | -13.6% |
| 3M | -6.9% | +7.9% | -14.8% | -9.8% |
| 6M | +11.9% | +14.6% | -2.7% | +5.4% |
| YTD | +6.9% | +26.6% | -19.7% | -3.8% |
| 1Y | +7.4% | +35.6% | -28.2% | -6.7% |
| 3Y | +345.6% | +45.5% | +300.1% | +265.5% |
| 5Y | +718.9% | +50.0% | +668.9% | +566.9% |
| All | +718.9% | +51.4% | +667.5% | +566.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling